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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Christian T. Brownlees, Robert F. Engle
Review of Financial Studies (2016) Vol. 30, Iss. 1, pp. 48-79
Open Access | Times Cited: 1078

Showing 1-25 of 1078 citing articles:

Estimating global bank network connectedness
Mert Demirer, Francis X. Diebold, Laura Liu, et al.
Journal of Applied Econometrics (2017) Vol. 33, Iss. 1, pp. 1-15
Open Access | Times Cited: 485
Conditional tail-risk in cryptocurrency markets
Nicola Borri
Journal of Empirical Finance (2018) Vol. 50, pp. 1-19
Closed Access | Times Cited: 315
MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS
Gang Kou, Xiangrui Chao, Yi Peng, et al.
Technological and Economic Development of Economy (2019) Vol. 25, Iss. 5, pp. 716-742
Open Access | Times Cited: 278
Banks’ Non-Interest Income and Systemic Risk
Markus K. Brunnermeier, Dong Guo, Darius Palia
SSRN Electronic Journal (2012)
Closed Access | Times Cited: 276
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
Dong Hwan Oh, Andrew J. Patton
Journal of Business and Economic Statistics (2016) Vol. 36, Iss. 2, pp. 181-195
Open Access | Times Cited: 236
Extreme risk spillover network: application to financial institutions
Gang‐Jin Wang, Chi Xie, Kaijian He, et al.
Quantitative Finance (2017) Vol. 17, Iss. 9, pp. 1417-1433
Closed Access | Times Cited: 226
Syndication, interconnectedness, and systemic risk
Jian Cai, Frederik Eidam, Anthony Saunders, et al.
Journal of Financial Stability (2017) Vol. 34, pp. 105-120
Open Access | Times Cited: 220
Interconnectedness and systemic risk of China's financial institutions
Gang‐Jin Wang, Zhi‐Qiang Jiang, Min Lin, et al.
Emerging Markets Review (2017) Vol. 35, pp. 1-18
Open Access | Times Cited: 198
Small Bank Comparative Advantages in Alleviating Financial Constraints and Providing Liquidity Insurance over Time
Allen N. Berger, Christa H. S. Bouwman, Dasol Kim
Review of Financial Studies (2017) Vol. 30, Iss. 10, pp. 3416-3454
Closed Access | Times Cited: 181
Bank systemic risk around COVID-19: A cross-country analysis
Yuejiao Duan, Sadok El Ghoul, Omrane Guedhami, et al.
Journal of Banking & Finance (2021) Vol. 133, pp. 106299-106299
Open Access | Times Cited: 175
Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.
Jianping Li, Jingyu Li, Xiaoqian Zhu, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101544-101544
Open Access | Times Cited: 163
Fire‐Sale Spillovers and Systemic Risk
Fernando Duarte, Thomas M. Eisenbach
The Journal of Finance (2021) Vol. 76, Iss. 3, pp. 1251-1294
Open Access | Times Cited: 140
Governing Corporate Social Responsibility Decoupling: The Effect of the Governance Committee on Corporate Social Responsibility Decoupling
Ammar Ali Gull, N. Hussain, Sana Akbar Khan, et al.
Journal of Business Ethics (2022) Vol. 185, Iss. 2, pp. 349-374
Closed Access | Times Cited: 106
Volatility impacts on the European banking sector: GFC and COVID-19
Jonathan A. Batten, Tonmoy Choudhury, Harald Kinateder, et al.
Annals of Operations Research (2022) Vol. 330, Iss. 1-2, pp. 335-360
Open Access | Times Cited: 80
Systemic risk of Chinese financial institutions and asset price bubbles
Xiaoming Zhang, Chunyan Wei, Chien‐Chiang Lee, et al.
The North American Journal of Economics and Finance (2023) Vol. 64, pp. 101880-101880
Closed Access | Times Cited: 48
Sudden stops of capital inflows, macroprudential policies, and bank systemic risk: An international investigation
Yu Wang, Yiming Lu, Gaoya Song
Journal of International Financial Markets Institutions and Money (2025) Vol. 99, pp. 102111-102111
Closed Access | Times Cited: 2
Is there a competition-stability trade-off in European banking?
Aurélien Leroy, Yannick Lucotte
Journal of International Financial Markets Institutions and Money (2016) Vol. 46, pp. 199-215
Closed Access | Times Cited: 161
D-vine copula based quantile regression
Daniel Kraus, Claudia Czado
Computational Statistics & Data Analysis (2016) Vol. 110, pp. 1-18
Open Access | Times Cited: 159
Measures of Systemic Risk
Zachary Feinstein, Birgit Rudloff, Stefan Weber
SIAM Journal on Financial Mathematics (2017) Vol. 8, Iss. 1, pp. 672-708
Open Access | Times Cited: 156
Why do some banks contribute more to global systemic risk?
Denefa Bostandzic, Gregor Weiß
Journal of Financial Intermediation (2018) Vol. 35, pp. 17-40
Closed Access | Times Cited: 135
Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability
Allen N. Berger, Raluca A. Roman, John Sedunov
Journal of Financial Intermediation (2019) Vol. 43, pp. 100810-100810
Closed Access | Times Cited: 130
Systemic risk and bank size
Simone Varotto, Lei Zhao
Journal of International Money and Finance (2017) Vol. 82, pp. 45-70
Open Access | Times Cited: 130
Macroprudential policy and bank systemic risk
Elien Meuleman, Rudi Vander Vennet
Journal of Financial Stability (2020) Vol. 47, pp. 100724-100724
Open Access | Times Cited: 128
Banks' Non-Interest Income and Systemic Risk
Markus K. Brunnermeier, Dong Guo, Darius Palia
SSRN Electronic Journal (2019)
Closed Access | Times Cited: 117
Estimation of Tail Risk Based on Extreme Expectiles
Abdelaati Daouia, Stéphane Girard, Gilles Stupfler
Journal of the Royal Statistical Society Series B (Statistical Methodology) (2017) Vol. 80, Iss. 2, pp. 263-292
Open Access | Times Cited: 113
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